Misfit landforms imposed by ill-conditioned inverse parametric problems

In the paper, we put forward a new topological taxonomy which allows to distinguish and separate multiple solutions to the ill-conditioned parametric inverse problems appearing in engineering, geophysics, medicine, etc. This taxonomy distinguishes the areas of insensitivity to parameters, called landforms of the misfit landscape, be it around minima (lowlands), maxima (uplands), or stationary points (shelves). We proved their important separability and completeness conditions. In particular, lowlands, uplands and shelves are pairwise disjoint and there are no other subsets of the positive measure in the admissible domain on which misfit function takes a constant value. The topological taxonomy is related to the second, 'local' one, which characterizes the types of ill-conditioning of the particular solutions. We hope that the proposed results will be helpful for a better and more precise formulation of the ill-conditioned inverse problems and for selecting and profiling complex optimization strategies used to solve these problems

A hybrid method for inversion of 3D DC resistivity logging measurements

This paper focuses on the application of hp hierarchic genetic strategy (hp-HGS) for solution of a challenging problem, the inversion of 3D direct current (DC) resistivity logging measurements. The problem under consideration has been formulated as the global optimization one, for which the objective function (misfit between computed and reference data) exhibits multiple minima. In this paper, we consider the extension of the hp-HGS strategy, namely we couple the hp-HGS algorithm with a gradient based optimization method for a local search. Forward simulations are performed with a self-adaptive hp finite element method, hp-FEM. The computational cost of misfit evaluation by hp-FEM depends strongly on the assumed accuracy. This accuracy is adapted to the tree of populations generated by the hp-HGS algorithm, which makes the global phase significantly cheaper. Moreover, tree structure of demes as well as branch reduction and conditional sprouting mechanism reduces the number of expensive local searches up to the number of minima to be recognized. The common (direct and inverse) accuracy control, crucial for the hp-HGS efficiency, has been motivated by precise mathematical considerations. Numerical results demonstrate the suitability of the proposed method for the inversion of 3D DC resistivity logging measurements

Using Covariance Matrix Adaptation Evolutionary Strategy to boost the search accuracy in hierarchic memetic computations

Many global optimization problems arising naturally in science and engineering exhibit some form of intrinsic ill-posedness, such as multimodality and insensitivity. Severe ill-posedness precludes the use of standard regularization techniques and necessitates more specialized approaches, usually comprised of two separate stages - global phase, that determines the problem's modality and provides rough approximations of the solutions, and a local phase, which re fines these approximations. In this work, we attempt to improve one of the most efficient currently known approaches - Hierarchic Memetic Strategy (HMS) - by incorporating the Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) into its local phase. CMA-ES is a stochastic optimization algorithm that in some sense mimics the behavior of population-based evolutionary algorithms without explicitly evolving the population. This way, it avoids, to an extent, the associated cost of multiple evaluations of the objective function. We compare the performance of the HMS on relatively simple multimodal benchmark problems and on an engineering problem. To do so, we consider two con gurations: the CMA-ES and the standard SEA (Simple Evolutionary Algorithm). The results demonstrate that the HMS with CMA-ES in the local phase requires less objective function evaluations to provide the same accuracy, making this approach more efficient than the standard SEA

On the Computational Cost and Complexity of Stochastic Inverse Solvers

The goal of this paper is to provide a starting point for investigations into a mainly underdeveloped area of research regarding the computational cost analysis of complex stochastic strategies for solving parametric inverse problems. This area has two main components: solving global optimization problems and solving forward problems (to evaluate the misfit function that we try to minimize). For the first component, we pay particular attention to genetic algorithms with heuristics and to multi-deme algorithms that can be modeled as ergodic Markov chains. We recall a simple method for evaluating the first hitting time for the single-deme algorithm and we extend it to the case of HGS, a multi-deme hierarchic strategy. We focus on the case in which at least the demes in the leaves are well tuned. Finally, we also express the problems of finding local and global optima in terms of a classic complexity theory. We formulate the natural result that finding a local optimum of a function is an NP-complete task, and we argue that finding a global optimum is a much harder, DP-complete, task. Furthermore, we argue that finding all global optima is, possibly, even harder (#P-hard) task. Regarding the second component of solving parametric inverse problems (i.e., regarding the forward problem solvers), we discuss the computational cost of hp-adaptive Finite Element solvers and their rates of convergence with respect to the increasing number of degrees of freedom. The presented results provide a useful taxonomy of problems and methods of studying the computational cost and complexity of various strategies for solving inverse parametric problems. Yet, we stress that our goal was not to deliver detailed evaluations for particular algorithms applied to particular inverse problems, but rather to try to identify possible ways of obtaining such results

Evolutionary Computation 2020

Intelligent optimization is based on the mechanism of computational intelligence to refine a suitable feature model, design an effective optimization algorithm, and then to obtain an optimal or satisfactory solution to a complex problem. Intelligent algorithms are key tools to ensure global optimization quality, fast optimization efficiency and robust optimization performance. Intelligent optimization algorithms have been studied by many researchers, leading to improvements in the performance of algorithms such as the evolutionary algorithm, whale optimization algorithm, differential evolution algorithm, and particle swarm optimization. Studies in this arena have also resulted in breakthroughs in solving complex problems including the green shop scheduling problem, the severe nonlinear problem in one-dimensional geodesic electromagnetic inversion, error and bug finding problem in software, the 0-1 backpack problem, traveler problem, and logistics distribution center siting problem. The editors are confident that this book can open a new avenue for further improvement and discoveries in the area of intelligent algorithms. The book is a valuable resource for researchers interested in understanding the principles and design of intelligent algorithms

Population-based algorithms for improved history matching and uncertainty quantification of Petroleum reservoirs

In modern field management practices, there are two important steps that shed light on a multimillion dollar investment. The first step is history matching where the simulation model is calibrated to reproduce the historical observations from the field. In this inverse problem, different geological and petrophysical properties may provide equally good history matches. Such diverse models are likely to show different production behaviors in future. This ties the history matching with the second step, uncertainty quantification of predictions. Multiple history matched models are essential for a realistic uncertainty estimate of the future field behavior. These two steps facilitate decision making and have a direct impact on technical and financial performance of oil and gas companies. Population-based optimization algorithms have been recently enjoyed growing popularity for solving engineering problems. Population-based systems work with a group of individuals that cooperate and communicate to accomplish a task that is normally beyond the capabilities of each individual. These individuals are deployed with the aim to solve the problem with maximum efficiency. This thesis introduces the application of two novel population-based algorithms for history matching and uncertainty quantification of petroleum reservoir models. Ant colony optimization and differential evolution algorithms are used to search the space of parameters to find multiple history matched models and, using a Bayesian framework, the posterior probability of the models are evaluated for prediction of reservoir performance. It is demonstrated that by bringing latest developments in computer science such as ant colony, differential evolution and multiobjective optimization, we can improve the history matching and uncertainty quantification frameworks. This thesis provides insights into performance of these algorithms in history matching and prediction and develops an understanding of their tuning parameters. The research also brings a comparative study of these methods with a benchmark technique called Neighbourhood Algorithms. This comparison reveals the superiority of the proposed methodologies in various areas such as computational efficiency and match quality